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Playback not working

01-12-2017, 12:57 AM

Hi,
I tried using market playback today for the first time, it didn't work.
It almost did, the little control box was on the screen I selected the data range to use, the control box showed that the data was moving through and speed would increase when I increased the speed control, except nothing was happening on the charts, they simply remained at the start. I could manually use the scroller on the control box the slide through all the data. But it wouldn't work as it is supposed to. I did watch the video about it first BTW.
The instrument I was trying to use was the 6A futures. I have 2 6A work spaces, 1 with 4 charts, and 1 with 5 or 6 charts.
I assume the market replay would have been running on both work spaces simultaneously, would it?

Can you please right click in the Playback control window and select 'Show Available Data'. Select the 6A futures and check the dates and times on the right. You should receive realtime data in the chart for the dates and times listed.

If you do not have Playback data, please download it at Control Center-->Tools-->Historical Data-->Load-tab under 'Get Market Replay data'.

Comment

Can you please right click in the Playback control window and select 'Show Available Data'. Select the 6A futures and check the dates and times on the right. You should receive realtime data in the chart for the dates and times listed.

If you do not have Playback data, please download it at Control Center-->Tools-->Historical Data-->Load-tab under 'Get Market Replay data'.

Yep did that, all the data appears to be there going back years. I'm only trying to go back to August last year. Could it be because the date range spans 3 contracts? 6A 03-17, 6A 12-16, 6A 09-16.

Comment

Do you have Historical or Market Replay data going back years? Make sure the selection in the Playback control window is correct whether you have Historical or Market Replay data going back years. YES

If you close both workspaces and create a new one with just one chart, do you receive realtime data?

YES, But only for a limited date range, not continuous.

I have just done a comparison between Historical or Market Replay data on a lone workspace with only one chart. The historical was incomplete, MRD seemed to be all there.

I want to run a continuous date range over the last year, how would I do that using MRD? Because I am not going to sit here and download one day at a time for 356 individual downloads. There must be a way to do a bulk download in one hit?

Comment

Hi,
After subscribing to MRD and downloading some data I have found out how replay works I think. But as is is not really suitable. Let me explain.
The replay only works for the contract that is selected in the chart instrument window.
EG, In attached "capture5" you will see the chart is 6A 12-16, so only data specifically for that contract date range will play, even though I have data for the contracts either side of that one. The data before the 6A 12-16 contract will appear in the chart and in the Playback control box, but wont play.
It seems you have to open historical data/ Market replay, check the date range inside the contract you want, in this example 6A 12-16, which is 4/6/16 to 19/12/16, set the date range on the control box to be within these limits. Otherwise it won't work, pretty much. I expected if I selected the current front month contract I would be able to play back all the data in there continuously, in this case that would be 6A 03-16 to 6A 03-17. Is this not possible? Can I somehow get into the market data folder somewhere and stitch together a continuous contract for replay? I only found out last night Continuum doesn't support continuous contracts, is that why this is happening? If so maybe I need to switch data providers?
You will see in the attached "capture4", the front month contract selected in the chart and the date range I want in the control box, the data appears to be ticking over in the top of the control box but the chart isn't moving at all.

Comment

It seems you have to open historical data/ Market replay, check the date range inside the contract you want, in this example 6A 12-16, which is 4/6/16 to 19/12/16, set the date range on the control box to be within these limits. Otherwise it won't work, pretty much. I expected if I selected the current front month contract I would be able to play back all the data in there continuously, in this case that would be 6A 03-16 to 6A 03-17.
.

It's pretty simple. In NT7 you would create multiple windows of each contract. Playback would play across everything.

In NT8, you can create multiple tabs of each contract. This idea has had performance issues since NT8B10. At some point, either too many strategies (1 per chart) or # of tabs or other charts, Playback slows down and MAX is at playing seconds at a time instead of REALLY FAST and your CPU cores go to 100%.

See the other reply about creating a continuous contract. I have 3 years of ES data in ES ##-##.

Comment

Unfortunately it will only replay data for the 12-16 expiry month. If you like to replay data for the 6A 03-16, you need to select it in the chart instead of 6A 12-16 or use multiple charts or chart tabs as sledge suggests.

I am not sure how sledge creates his continuous contract. I assume Market Replay data from multiple expiry months is copied into one folder (##-##) at Documents-->NinjaTrader 8-->db-->replay.

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